I thought you were exaggerating, so I did a search for the term "murder hornets." I waded through seven pages of searches looking for an example of where this term was used in the past, and I didn't find a single one.
I did find references to "giant hornets" from 2015, but no old articles using the term "murder hornets."
So now I'm inclined to agree. This name was recently made up to make them seem more terrifying.
They are terrifying
https://www.youtube.com/watch?v=i7VMcMJBjD4&feature=emb_title
so is the Cow Killer
https://www.youtube.com/watch?v=SMJHJ0i86ts